Description

This analysis provides a forecast of ETC prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-09-29 12.799986 14.632926 16.621827 18.938519 21.561171 24.436361 27.825693
2024-10-06 10.118504 12.576982 15.459290 19.081029 23.503372 28.720593 35.335621
2024-10-13 8.955704 11.738399 15.164314 19.679181 25.458884 32.595129 42.059814
2024-10-20 7.745651 10.644197 14.371272 19.494657 26.332326 35.119046 47.240377
2024-10-27 6.500229 9.315579 13.077615 18.445046 25.875330 35.763281 49.879902
2024-11-03 5.989782 8.908095 12.942097 18.888672 27.388500 39.049950 56.202827
2024-11-10 5.557219 8.551455 12.821195 19.306420 28.851099 42.314521 62.661797
2024-11-17 5.015101 7.972510 12.316572 19.104909 29.376168 44.249284 67.308377
2024-11-24 4.504865 7.386748 11.740770 18.730493 29.586932 45.700791 71.290961
2024-12-01 4.155734 7.014793 11.449489 18.749813 30.368008 48.012386 76.663226
2024-12-08 3.912231 6.786533 11.356477 19.058742 31.598856 51.055161 83.309448
2024-12-15 3.650904 6.503124 11.147821 19.156273 32.484188 53.592720 89.288997
2024-12-22 3.360777 6.151932 10.810522 19.032849 33.027821 55.664026 94.728597
2024-12-29 3.155060 5.928391 10.667612 19.221004 34.094674 58.638096 101.817851
2025-01-05 3.037041 5.848108 10.758826 19.808236 35.861453 62.848194 111.182675
2025-01-12 2.807114 5.542316 10.429115 19.627433 36.278884 64.803904 116.826446
2025-01-19 2.471120 5.007360 9.645517 18.569489 35.065933 63.879652 117.416226
2025-01-26 2.377077 4.926923 9.685311 19.016471 36.580842 67.778888 126.683866
2025-02-02 2.285973 4.843735 9.711946 19.436745 38.066706 71.699792 136.196747
2025-02-09 2.124578 4.605307 9.423752 19.233990 38.369733 73.496049 141.935801
2025-02-16 1.956949 4.339181 9.060752 18.857144 38.310756 74.614094 146.467294
2025-02-23 1.847044 4.184095 8.905235 18.876595 39.013376 77.177395 153.833760
2025-03-02 1.775567 4.104820 8.896059 19.187512 40.303825 80.913135 163.621703